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Stochastic processes :

Jones, P. W.

Stochastic processes : an introduction / Peter Watts Jones, Peter Smith. - 2nd ed. - Boca Raton, FL : Chapman & Hall/CRC, c2010. - x, 221 p. : ill. ; 24 cm. - Chapman & Hall/CRC texts in statistical science series. .

Includes bibliographical references and index.

1. Some background on probability --
2. Some gambling problems --
3. Random walks --
4. Markov Chains --
5. Poisson processes --
6. Birth and death processes --
7. Queues --
8. Reliability and renewal --
9. Branching and other random processes --
10. Computer simulations and projects. TOC

This text begins with a review of relevant fundamental probability. It then covers several basic gambling problems, random walks, and Markov chains. The authors go on to develop random processes continuous in time, including Poisson, birth and death processes, and general population models.



9781420099607 (pbk. : alk. paper) 1420099604

2009031438


Stochastic processes.

QA274 / .J66 2010

519.23 / JOS 2010